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@article{Barunk2026Common,
title = {Common Idiosyncratic Quantile Factors and Asset Prices},
author = {Jozef Baruník and Matěj Nevrla},
journal = {Journal of Financial and Quantitative Analysis},
year = {2026},
doi = {10.1017/s002210902610307x},
url = {https://doi.org/10.1017/s002210902610307x}
}
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